+1,527.5%
META vs SYY
+327.9%
+1,199.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +6.7% | -2.3% | +9.0% | +7.4% |
| 30D | +4.8% | -4.9% | +9.7% | +6.2% |
| 3M | -1.6% | +8.4% | -10.0% | -4.0% |
| 6M | -7.5% | -7.4% | -0.1% | -6.2% |
| YTD | -6.4% | +11.0% | -17.4% | -10.3% |
| 1Y | -17.3% | -0.2% | -17.1% | -18.4% |
| 3Y | +109.9% | +23.8% | +86.2% | +91.2% |
| 5Y | +65.4% | +18.1% | +47.2% | +53.6% |
| 10Y | +391.8% | +94.6% | +297.2% | +268.2% |
| All | +1,527.5% | +327.9% | +1,199.6% | +941.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling